Simon Fraser University
Engaging the World

Course Outlines

Fall 2019 - MATH 348 D100

Probabilistic Models in Operations Research (3)

Class Number: 4075

Delivery Method: In Person

Overview

  • Course Times + Location:

    Sep 3 – Dec 2, 2019: Mon, Wed, Fri, 2:30–3:20 p.m.
    Burnaby

  • Exam Times + Location:

    Dec 14, 2019
    Sat, 12:00–3:00 p.m.
    Burnaby

  • Prerequisites:

    STAT 270. Pre-/Co-requisite: MATH 308.

Description

CALENDAR DESCRIPTION:

Inventory theory, Markov decision process and applications, queuing theory, forecasting models, decision Analysis and games, probabilistic dynamic programming, simulation modeling, project planning using PERT/CPM, sequencing and scheduling. Quantitative.

COURSE DETAILS:

Outline: Review of Basic Probability. Random Variables. Conditional Probability and Expectation. Markov Chains. Poisson Processes and the Exponential Distribution.  Applications to Queueing Systems.

Grading

  • Homework/Quizzes 15%
  • Midterm 1 20%
  • Midterm 2 20%
  • Final exam 45%

NOTES:

THE INSTRUCTOR RESERVES THE RIGHT TO CHANGE ANY OF THE ABOVE INFORMATION. 
Students should be aware that they have certain rights to confidentiality concerning the return of course papers and the posting of marks. 
Please pay careful attention to the options discussed in class at the beginning of the semester

Homework/Quizzes - 15%

There will be about 5 assignments. The marker will grade all or a random number of questions in each assignment. There may be several unannounced pop-quizzes that assess how carefully you have prepared for the course material.

Assignments will conform the following standards:

  1. They must be answered on standard letter sized paper, one-side only.
  2. Illegible or messy assignments will not be marked.
  3. Any computer output must be integrated into the text and must not be simply stapled to the end of the assignment.
  4. Every assignment must have this cover page attached and completed; otherwise it will not be marked.
  5. Assignment pages will be stapled in the upper left corner. Please do not use paper clips; otherwise some pages may get lost and you may not receive full credit for your work. 
  6. Hand your assignments in the dropoff box. Assignments handed into the wrong slot will not be marked.
  7. Late assignments will not be marked.
Midterm 1 - 20%

Midterm 2 - 20%

There will be two midterm exams during the course. The examinations will be closed book and closed notes. 

Final Exam - 45%

The final exam will cover all the material taught in the course. The examination will be closed book and closed notes.

Materials

REQUIRED READING:

Introduction to Probability Models
Ross, Sheldon M.; Ross, Sheldon
Elsevier Science & Technology Books
2019
12 Edition
ISBN: 9780128143469

Registrar Notes:

SFU’s Academic Integrity web site http://www.sfu.ca/students/academicintegrity.html is filled with information on what is meant by academic dishonesty, where you can find resources to help with your studies and the consequences of cheating.  Check out the site for more information and videos that help explain the issues in plain English.

Each student is responsible for his or her conduct as it affects the University community.  Academic dishonesty, in whatever form, is ultimately destructive of the values of the University. Furthermore, it is unfair and discouraging to the majority of students who pursue their studies honestly. Scholarly integrity is required of all members of the University. http://www.sfu.ca/policies/gazette/student/s10-01.html

ACADEMIC INTEGRITY: YOUR WORK, YOUR SUCCESS